ESG uncertainty, investor attention and stock price crash risk in China: evidence from PVAR model analysis
Abstract ESG uncertainty refers to the discrepancies in ratings by multiple third-party ESG rating agencies, challenging investors in assessing a company’s true ESG status. This study integrates ESG rating data from six major Chinese agencies to construct an ESG Uncertainty Index. Using a PVAR model...
Uloženo v:
| Hlavní autoři: | , , , |
|---|---|
| Médium: | Artigo |
| Jazyk: | Inglês |
| Vydáno: |
Springer Nature
2024-09-01
|
| Edice: | Humanities & Social Sciences Communications |
| On-line přístup: | https://doi.org/10.1057/s41599-024-03621-1 |
| Tagy: |
Žádné tagy, Buďte první, kdo vytvoří štítek k tomuto záznamu!
|